Detail publikace

Comparison of Sampling Schemes in Asymptotic Sampling

ŠMÍDOVÁ, M. VOŘECHOVSKÝ, M.

Originální název

Comparison of Sampling Schemes in Asymptotic Sampling

Typ

různé

Jazyk

angličtina

Originální abstrakt

This article deals with the possibility to use Asymptotic Sampling (AS) for estimation of the failure probability. The AS algorithm requires samples of multidimensional Gaussian random vector. There are many alternatives how to obtain such a sample and selection of the sampling strategy influences the performance of AS method. Three reliability problems (testing functions) are selected to test AS. First, the functions are analyzed using AS in combination with Monte Carlo designs and LHS designs optimized using Periodic Audze-Eglājs (PAE) Criterion. Afterwards, the same set of problems has been solved without AS procedure by direct estimation of failure probability. All the results are also compared with the exact value of the failure probability.

Klíčová slova

Asymptotic Sampling, Failure Probability, Monte Carlo (MC), Latin Hypercube Sampling (LHS), Periodic Audze-Eglājs (PAE)

Autoři

ŠMÍDOVÁ, M.; VOŘECHOVSKÝ, M.

Vydáno

15. 2. 2016

Místo

Brazílie

Strany od

1

Strany do

7

Strany počet

7

BibTex

@misc{BUT126089,
  author="Magdalena {Martinásková} and Miroslav {Vořechovský}",
  title="Comparison of Sampling Schemes in Asymptotic Sampling",
  year="2016",
  pages="1--7",
  address="Brazílie",
  doi="10.20906/CPS/USM-2016-0071",
  note="miscellaneous"
}